A march is a term that might refer to several things in High Rock, depending on the realm in relation to which it was used.
In Glenpoint, a march is an assembly of the sergeants - or their representatives, in the unlikely event that a freeman might afford having such - of a particular locale, gathered every month to discuss outstanding issues. An ancient privilege dating back to the First Era, marches were designed as a tool with which the sergeantry might better combat any aristocratic encroachment upon their privileges; this, in turn, allowed them to remain an effective means by which a baron could challenge or check his nobles' influence.
While the baronial assembly of Glenpoint was also sometimes called a march, this was a form of address largely peculiar to Glenpointers themselves; its formal title was the Great March, or sometimes the Baronial March. However, with Glenpoint annexed to the Kingdom of Daggerfall following the War of Tulunese Succession, the Great March has been disbanded, and Glenpoint - subordinated to the Royal Estates of Daggerfall.
In Daggerfall, a march is the fief held by a lord-marcher. Marches, or Daggerfallian Marches as they are sometimes referred to by foreigners, are typically areas deemed of particular strategic import to the Crown, and so warranting the firm hand of a lord-marcher. These fiefs are a curious composite that transcends traditional feudal boundaries, an amalgam of a lord-marcher's own lands - typically centred upon a particular citadel or stronghold, - and of a certain surrounding area, regardless of its aristocratic overlords. While lord-marchers theoretically rule only over their own alloted lands, they are accorded the right to muster chevaliers from their entire march, as and when required; the resultant formation is known as a march banner.
The most ancient, and so the most famous march in Daggerfall is the march of Tamwych, held for centuries by the Bridwells.